I submitted this to tech support and it was confirmed as two different bugs. These were attached to Esri Case #01849644 if you want to follow up further.

For those needing to get work done, it works more reliably if you try to create the new domain from the Domains box in the Fields tab. After you create the new field and assign the data type, save the field update (optional but seems to help), then click in the domains box in the field row to create either the coded or ranged domain. The field type and domain type get copied into new domain.